biglasso: Extending Lasso Model Fitting to Big Data

Extend lasso and elastic-net model fitting for ultrahigh-dimensional, multi-gigabyte data sets that cannot be loaded into memory. It's much more memory- and computation-efficient as compared to existing lasso-fitting packages like 'glmnet' and 'ncvreg', thus allowing for very powerful big data analysis even with an ordinary laptop.

Version: 1.5.1
Depends: R (≥ 3.2.0), bigmemory (≥ 4.5.0), Matrix, ncvreg
Imports: Rcpp (≥ 0.12.1), methods
LinkingTo: Rcpp, RcppArmadillo (≥ 0.8.600), bigmemory, BH
Suggests: parallel, testthat, glmnet, survival, knitr, rmarkdown
Published: 2022-03-09
Author: Yaohui Zeng [aut], Chuyi Wang [aut], Patrick Breheny [aut]
Maintainer: Patrick Breheny <patrick-breheny at uiowa.edu>
BugReports: https://github.com/YaohuiZeng/biglasso/issues
License: GPL-3
URL: https://github.com/YaohuiZeng/biglasso, https://arxiv.org/abs/1701.05936
NeedsCompilation: yes
Citation: biglasso citation info
Materials: NEWS
CRAN checks: biglasso results

Documentation:

Reference manual: biglasso.pdf
Vignettes: biglasso

Downloads:

Package source: biglasso_1.5.1.tar.gz
Windows binaries: r-devel: biglasso_1.5.1.zip, r-release: biglasso_1.5.1.zip, r-oldrel: biglasso_1.5.1.zip
macOS binaries: r-release (arm64): biglasso_1.5.1.tgz, r-oldrel (arm64): biglasso_1.5.1.tgz, r-release (x86_64): biglasso_1.5.1.tgz, r-oldrel (x86_64): biglasso_1.5.1.tgz
Old sources: biglasso archive

Reverse dependencies:

Reverse suggests: SuperLearner

Linking:

Please use the canonical form https://CRAN.R-project.org/package=biglasso to link to this page.